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You are using positionsize = 25% of equity, then you could get a
situation where the available cash is less than 25% of equity
You can switch on allowshrinking, if you want smaller trade sizes
SetOption( "AllowPositionShrinking", 1 );
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
On 23/03/2008, droskill <droskill@xxxxxxxxx> wrote:
> Hey all, was just playing around with a stupid idea - coded it up and
> ran it against a watch list that contained: SPY, QQQQ, EEM, IEF.
>
> Here's what I don't get - if you run this against those instruments (I
> use TC2007 for data), and then I select to show the actual trades for
> the instrument IEF, I can see a trade where the cross happened - yet
> this trade doesn't show up on the list, and there are definitely open
> position slots (obviously if I have 4 positions and only 4 equities).
>
> Anyone got any idea what's going on here?
>
> Thanks!
>
> /d/
>
> Here's the system (trading LONG only):
> ----------------------------
> PosQty = 4; // You can define here how many open positions you want
> SetOption("MaxOpenPositions", PosQty );
> PositionSize = -100/PosQty;
>
>
> MA1 = MA(C,200);
> MA2 = MA(MA1,50);
>
> Buy = Cross(MA1,MA2) OR MA1 > MA2;
> Sell = Cross(MA2,MA1) OR MA1 < MA2;
>
> Short = Sell;
> Cover = Buy;
>
> PositionScore = ROC (C, 50);
>
>
> ------------------------------------
>
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> To get support from AmiBroker please send an e-mail directly to
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>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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>
>
>
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